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OpenBB/openbb_terminal/economy/wsj_model.py
Colin Delahunty d29ba43ee0 Top100docs (#3436)
2022-11-17 08:41:06 +01:00

282 lines
13 KiB
Python
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"""WSJ model"""
__docformat__ = "numpy"
import logging
import pandas as pd
import requests
from openbb_terminal.decorators import log_start_end
from openbb_terminal.helper_funcs import get_user_agent
from openbb_terminal.rich_config import console
logger = logging.getLogger(__name__)
@log_start_end(log=logger)
def us_indices() -> pd.DataFrame:
"""Get the top US indices
Returns
-------
indices: pd.DataFrame
Dataframe containing name, price, net change and percent change
"""
url = (
"https://www.wsj.com/market-data/stocks?id=%7B%22application%22%3A%22WSJ%22%2C%22instruments%22%3A%5B%7B"
"%22symbol%22%3A%22INDEX%2FUS%2F%2FDJIA%22%2C%22name%22%3A%22DJIA%22%7D%2C%7B%22symbol%22%3A%22INDEX%2FUS%2F"
"%2FCOMP%22%2C%22name%22%3A%22Nasdaq%20Composite%22%7D%2C%7B%22symbol%22%3A%22INDEX%2FUS%2F%2FSPX%22%2C%22name"
"%22%3A%22S%26P%20500%22%7D%2C%7B%22symbol%22%3A%22INDEX%2FUS%2F%2FDWCF%22%2C%22name%22%3A%22DJ%20Total%20Stock"
"%20Market%22%7D%2C%7B%22symbol%22%3A%22INDEX%2FUS%2F%2FRUT%22%2C%22name%22%3A%22Russell%202000%22%7D%2C%7B"
"%22symbol%22%3A%22INDEX%2FUS%2F%2FNYA%22%2C%22name%22%3A%22NYSE%20Composite%22%7D%2C%7B%22symbol%22%3A%22INDEX"
"%2FUS%2F%2FB400%22%2C%22name%22%3A%22Barron%27s%20400%22%7D%2C%7B%22symbol%22%3A%22INDEX%2FUS%2F%2FVIX%22%2C%22"
"name%22%3A%22CBOE%20Volatility%22%7D%2C%7B%22symbol%22%3A%22FUTURE%2FUS%2F%2FDJIA%20FUTURES%22%2C%22name%22%3A%"
"22DJIA%20Futures%22%7D%2C%7B%22symbol%22%3A%22FUTURE%2FUS%2F%2FS%26P%20500%20FUTURES%22%2C%22name%22%3A%22S%26P"
"%20500%20Futures%22%7D%5D%7D&type=mdc_quotes"
)
try:
response = requests.get(
url,
headers={"User-Agent": get_user_agent()},
)
except requests.exceptions.RequestException:
console.print("[red]Could not retrieve data from wsj.[/red]\n")
return pd.DataFrame()
data = response.json()
name, last_price, net_change, percent_change = [], [], [], []
for entry in data["data"]["instruments"]:
name.append(entry["formattedName"])
last_price.append(entry["lastPrice"])
net_change.append(entry["priceChange"])
percent_change.append(entry["percentChange"])
indices = pd.DataFrame(
{" ": name, "Price": last_price, "Chg": net_change, "%Chg": percent_change}
)
return indices
@log_start_end(log=logger)
def market_overview() -> pd.DataFrame:
"""Scrape data for market overview
Returns
-------
overview: pd.DataFrame
Dataframe containing name, price, net change and percent change
Examples
--------
>>> from openbb_terminal.sdk import openbb
>>> ov_df = openbb.economy.overview()
"""
url = (
"https://www.wsj.com/market-data?id=%7B%22application%22%3A%22WSJ%22%2C%22instruments%22%3A%5B%7B%22symbol%22"
"%3A%22INDEX%2FUS%2F%2FDJIA%22%2C%22name%22%3A%22DJIA%22%7D%2C%7B%22symbol%22%3A%22INDEX%2FUS%2F%2FSPX%22%2C%22"
"name%22%3A%22S%26P%20500%22%7D%2C%7B%22symbol%22%3A%22INDEX%2FUS%2F%2FCOMP%22%2C%22name%22%3A%22Nasdaq%20"
"Composite%22%7D%2C%7B%22symbol%22%3A%22INDEX%2FJP%2F%2FNIK%22%2C%22name%22%3A%22Japan%3A%20Nikkei%20225%22%7D%"
"2C%7B%22symbol%22%3A%22INDEX%2FUK%2F%2FUKX%22%2C%22name%22%3A%22UK%3A%20FTSE%20100%22%7D%2C%7B%22symbol%22%3A%"
"22FUTURE%2FUS%2F%2FCRUDE%20OIL%20-%20ELECTRONIC%22%2C%22name%22%3A%22Crude%20Oil%20Futures%22%7D%2C%7B%22symbol"
"%22%3A%22FUTURE%2FUS%2F%2FGOLD%22%2C%22name%22%3A%22Gold%20Futures%22%7D%2C%7B%22symbol%22%3A%22CURRENCY%2FUS%2"
"F%2FUSDJPY%22%2C%22name%22%3A%22Yen%22%7D%2C%7B%22symbol%22%3A%22CURRENCY%2FUS%2F%2FEURUSD%22%2C%22name%22%3A%"
"22Euro%22%7D%5D%7D&type=mdc_quotes"
)
try:
response = requests.get(url, headers={"User-Agent": get_user_agent()})
except requests.exceptions.RequestException:
console.print("[red]Could not retrieve data from wsj.[/red]\n")
return pd.DataFrame()
data = response.json()
name, last_price, net_change, percent_change = [], [], [], []
for entry in data["data"]["instruments"]:
name.append(entry["formattedName"])
last_price.append(entry["lastPrice"])
net_change.append(entry["priceChange"])
percent_change.append(entry["percentChange"])
overview = pd.DataFrame(
{" ": name, "Price": last_price, "Chg": net_change, "%Chg": percent_change}
)
return overview
@log_start_end(log=logger)
def top_commodities() -> pd.DataFrame:
"""Scrape data for top commodities
Returns
-------
commodities: pd.DataFrame
Dataframe containing name, price, net change and percent change
Examples
--------
>>> from openbb_terminal.sdk import openbb
>>> fut_df = openbb.economy.futures()
"""
url = (
"https://www.wsj.com/market-data/commodities?id=%7B%22application%22%3A%22WSJ%22%2C%22instruments%22%3A%5B%7"
"B%22symbol%22%3A%22FUTURE%2FUS%2F%2FCRUDE%20OIL%20-%20ELECTRONIC%22%2C%22name%22%3A%22Crude%20Oil%20Futures"
"%22%7D%2C%7B%22symbol%22%3A%22FUTURE%2FUK%2F%2FBRENT%20CRUDE%22%2C%22name%22%3A%22Brent%20Crude%20Futures%22"
"%7D%2C%7B%22symbol%22%3A%22FUTURE%2FUS%2F%2FGOLD%22%2C%22name%22%3A%22Gold%20Futures%22%7D%2C%7B%22symbol%22%"
"3A%22FUTURE%2FUS%2F%2FSILVER%22%2C%22name%22%3A%22Silver%20Futures%22%7D%2C%7B%22symbol%22%3A%22FUTURE%2FUS%2F"
"%2FNATURAL%20GAS%22%2C%22name%22%3A%22Natural%20Gas%20Futures%22%7D%2C%7B%22symbol%22%3A%22FUTURE%2FUS%2F%2"
"FUNLEADED%20GASOLINE%22%2C%22name%22%3A%22Unleaded%20Gasoline%20Futures%22%7D%2C%7B%22symbol%22%3A%22FUTURE%"
"2FUS%2F%2FCOPPER%22%2C%22name%22%3A%22Copper%20Futures%22%7D%2C%7B%22symbol%22%3A%22FUTURE%2FUS%2F%2FCORN%22%2"
"C%22name%22%3A%22Corn%20Futures%22%7D%2C%7B%22symbol%22%3A%22FUTURE%2FUS%2F%2FWHEAT%22%2C%22name%22%3A%22Wheat"
"%20Futures%22%7D%2C%7B%22symbol%22%3A%22INDEX%2FXX%2F%2FBCOM%22%7D%5D%7D&type=mdc_quotes"
)
try:
response = requests.get(url, headers={"User-Agent": get_user_agent()})
except requests.exceptions.RequestException:
console.print("[red]Could not retrieve data from wsj.[/red]\n")
return pd.DataFrame()
data = response.json()
name, last_price, net_change, percent_change = [], [], [], []
for entry in data["data"]["instruments"]:
name.append(entry["formattedName"])
last_price.append(entry["lastPrice"])
net_change.append(entry["priceChange"])
percent_change.append(entry["percentChange"])
commodities = pd.DataFrame(
{" ": name, "Price": last_price, "Chg": net_change, "%Chg": percent_change}
)
commodities[commodities.columns[0]] = commodities[
commodities.columns[0]
].str.replace("Futures", "")
commodities["%Chg"] = pd.to_numeric(commodities["%Chg"], downcast="float")
return commodities
@log_start_end(log=logger)
def us_bonds() -> pd.DataFrame:
"""Scrape data for us bonds
Returns
-------
bonds: pd.DataFrame
Dataframe containing name, coupon rate, yield and change in yield
"""
url = (
"https://www.wsj.com/market-data?id=%7B%22application%22%3A%22WSJ%22%2C%22instruments%22%3A%5B"
"%7B%22symbol%22%3A%22BOND%2FBX%2F%2FTMUBMUSD30Y%22%2C%22name%22%3A%2230-Year%20Bond%22%7D%2C%7"
"B%22symbol%22%3A%22BOND%2FBX%2F%2FTMUBMUSD10Y%22%2C%22name%22%3A%2210-Year%20Note%22%7D%2C%7B%2"
"2symbol%22%3A%22BOND%2FBX%2F%2FTMUBMUSD07Y%22%2C%22name%22%3A%227-Year%20Note%22%7D%2C%7B%22sym"
"bol%22%3A%22BOND%2FBX%2F%2FTMUBMUSD05Y%22%2C%22name%22%3A%225-Year%20Note%22%7D%2C%7B%22symbol"
"%22%3A%22BOND%2FBX%2F%2FTMUBMUSD03Y%22%2C%22name%22%3A%223-Year%20Note%22%7D%2C%7B%22symbol%22%"
"3A%22BOND%2FBX%2F%2FTMUBMUSD02Y%22%2C%22name%22%3A%222-Year%20Note%22%7D%2C%7B%22symbol%22%3A%"
"22BOND%2FBX%2F%2FTMUBMUSD01Y%22%2C%22name%22%3A%221-Year%20Bill%22%7D%2C%7B%22symbol%22%3A%22"
"BOND%2FBX%2F%2FTMUBMUSD06M%22%2C%22name%22%3A%226-Month%20Bill%22%7D%2C%7B%22symbol%22%3A%22BON"
"D%2FBX%2F%2FTMUBMUSD03M%22%2C%22name%22%3A%223-Month%20Bill%22%7D%2C%7B%22symbol%22%3A%22BOND%"
"2FBX%2F%2FTMUBMUSD01M%22%2C%22name%22%3A%221-Month%20Bill%22%7D%5D%7D&type=mdc_quotes"
)
try:
response = requests.get(url, headers={"User-Agent": get_user_agent()})
except requests.exceptions.RequestException:
console.print("[red]Could not retrieve data from wsj.[/red]\n")
return pd.DataFrame()
data = response.json()
name, yield_pct, rate, yld_chng = [], [], [], []
for entry in data["data"]["instruments"]:
name.append(entry["formattedName"])
yield_pct.append(entry["bond"]["yield"])
rate.append(entry["bond"]["couponRate"])
yld_chng.append(entry["bond"]["yieldChange"])
bonds = pd.DataFrame(
{" ": name, "Rate (%)": rate, "Yld (%)": yield_pct, "Yld Chg (%)": yld_chng}
)
return bonds
@log_start_end(log=logger)
def global_bonds() -> pd.DataFrame:
"""Scrape data for global bonds
Returns
-------
bonds: pd.DataFrame
Dataframe containing name, coupon rate, yield and change in yield
"""
url = (
"https://www.wsj.com/market-data?id=%7B%22application%22%3A%22WSJ%22%2C%22bonds%22%3A%5"
"B%7B%22symbol%22%3A%22TMUBMUSD10Y%22%2C%22name%22%3A%22U.S.%2010%20Year%22%7D%2C%7B%22symbol"
"%22%3A%22TMBMKDE-10Y%22%2C%22name%22%3A%22Germany%2010%20Year%22%7D%2C%7B%22symbol%22%3A%22TMB"
"MKGB-10Y%22%2C%22name%22%3A%22U.K.%2010%20Year%22%7D%2C%7B%22symbol%22%3A%22TMBMKJP-10Y%22%2C%"
"22name%22%3A%22Japan%2010%20Year%22%7D%2C%7B%22symbol%22%3A%22TMBMKAU-10Y%22%2C%22name%22%3A%2"
"2Australia%2010%20Year%22%7D%2C%7B%22symbol%22%3A%22AMBMKRM-10Y%22%2C%22name%22%3A%22China%2010"
"%20Year%22%7D%5D%7D&type=mdc_governmentbonds"
)
try:
response = requests.get(url, headers={"User-Agent": get_user_agent()})
except requests.exceptions.RequestException:
console.print("[red]Could not retrieve data from wsj.[/red]\n")
return pd.DataFrame()
data = response.json()
name, yield_pct, rate, yld_chng = [], [], [], []
for entry in data["data"]["instruments"]:
name.append(entry["djLegalName"])
yield_pct.append(entry["yieldPercent"])
rate.append(entry["couponPercent"])
yld_chng.append(entry["yieldChange"])
bonds = pd.DataFrame(
{" ": name, "Rate (%)": rate, "Yld (%)": yield_pct, "Yld Chg (%)": yld_chng}
)
return bonds
@log_start_end(log=logger)
def global_currencies() -> pd.DataFrame:
"""Scrape data for global currencies
Returns
-------
currencies: pd.DataFrame
Dataframe containing name, price, net change and percent change
"""
url = (
"https://www.wsj.com/market-data?id=%7B%22application%22%3A%22WSJ%22%2C%22instruments%22%3A%5"
"B%7B%22symbol%22%3A%22CURRENCY%2FUS%2F%2FEURUSD%22%2C%22name%22%3A%22Euro%20(EUR%2FUSD)%22%7D%"
"2C%7B%22symbol%22%3A%22CURRENCY%2FUS%2F%2FUSDJPY%22%2C%22name%22%3A%22Japanese%20Yen%20(USD%2F"
"JPY)%22%7D%2C%7B%22symbol%22%3A%22CURRENCY%2FUS%2F%2FGBPUSD%22%2C%22name%22%3A%22U.K.%20Poun"
"d%20(GBP%2FUSD)%22%7D%2C%7B%22symbol%22%3A%22CURRENCY%2FUS%2F%2FUSDCHF%22%2C%22name%22%3A%22Sw"
"iss%20Franc%20(USD%2FCHF)%22%7D%2C%7B%22symbol%22%3A%22CURRENCY%2FUS%2F%2FUSDCNY%22%2C%22name%2"
"2%3A%22Chinese%20Yuan%20(USD%2FCNY)%22%7D%2C%7B%22symbol%22%3A%22CURRENCY%2FUS%2F%2FUSDCAD%22%2C"
"%22name%22%3A%22Canadian%20%24%20(USD%2FCAD)%22%7D%2C%7B%22symbol%22%3A%22CURRENCY%2FUS%2F%2F"
"USDMXN%22%2C%22name%22%3A%22Mexican%20Peso%20(USD%2FMXN)%22%7D%2C%7B%22symbol%22%3A%22CRYPTO"
"CURRENCY%2FUS%2F%2FBTCUSD%22%2C%22name%22%3A%22Bitcoin%20(BTC%2FUSD)%22%7D%2C%7B%22symbol%22%3A"
"%22INDEX%2FXX%2F%2FBUXX%22%2C%22name%22%3A%22WSJ%20Dollar%20Index%22%7D%2C%7B%22symbol%22%3A%2"
"2INDEX%2FUS%2F%2FDXY%22%2C%22name%22%3A%22U.S.%20Dollar%20Index%22%7D%5D%7D&type=mdc_quotes"
)
try:
response = requests.get(url, headers={"User-Agent": get_user_agent()})
except requests.exceptions.RequestException:
console.print("[red]Could not retrieve data from wsj.[/red]\n")
return pd.DataFrame()
data = response.json()
name, last_price, price_change, pct_change = [], [], [], []
for entry in data["data"]["instruments"]:
name.append(entry["formattedName"])
last_price.append(entry["lastPrice"])
price_change.append(entry["priceChange"])
pct_change.append(entry["percentChange"])
currencies = pd.DataFrame(
{" ": name, "Last": last_price, "Chng": price_change, "%Chng": pct_change}
)
return currencies
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